Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47659.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46264.94 Kr¶

PnL: ---------------------------------------> -623.63 Kr¶

DD now: ---------------------------------> -1.995 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 15:24:52.825120'

Anic Portfolio¶

Today¶

Return: 0.731 %¶

This Week¶

Return: 0.266 %¶

Total¶

Return: 56.026 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.040000 3177.200000 206.200000 6.940000 2971.000006
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 0.890000 3456.800000 79.800000 2.360000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.740000 589.440000 32.440000 5.820000 557.000004
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Corem Property Group B 59 -1.350000 602.980000 25.980000 4.500000 576.999999
Resurs Holding 22 3.890000 598.840000 24.840000 4.330000 573.999998
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.050000 378.400000 23.400000 6.590000 355.000000
Eastnine 4 0.780000 513.600000 22.600000 4.600000 491.000000
OEM International B 7 1.310000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -0.220000 535.000000 8.000000 1.520000 527.000000
HMS Networks 2 -1.520000 676.000000 3.000000 0.450000 673.000000
Swedbank A 3 0.640000 566.550000 2.550000 0.450000 564.000000
Essity B 2 0.810000 575.800000 1.800000 0.310000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Coor Service Management Hold. 8 0.530000 532.800000 0.800000 0.150000 532.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Boozt 12 1.770000 1653.600000 -0.400000 -0.020000 1653.999996
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.300000 241.440000 -4.560000 -1.850000 246.000000
Securitas B 6 0.060000 564.120000 -5.880000 -1.030000 570.000000
CTEK 13 1.980000 527.670000 -6.330000 -1.190000 533.999999
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.530000 3438.820000 -15.180000 -0.440000 3453.999992
Midsona B 63 0.920000 553.140000 -29.860000 -5.120000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Axfood 13 0.000000 3641.300000 -114.700000 -3.050000 3756.000001
OX2 18 1.580000 1449.000000 -215.000000 -12.920000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.360000 2901.600000 -460.400000 -13.690000 3361.999992
TOTAL 46264.940000 -623.630000 -1.99472% 46888.564618

Updated:¶

'2023-01-20 15:25:05.170757'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶